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YieldMax BABA Option Income Strategy ETF BABO
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | BABO | Replication |
|---|---|---|
| Annualized growth | 6.4% | 21.9% |
| Annualized volatility | 36.1% | 15.7% |
| Sharpe ratio | 0.35 | 1.34 |
| Maximum drawdown | 42.0% | 10.7% |
| Replication fit (R²) | 0.36 · Tracking error 29.0% | |
Replication portfolio
The published portfolio below is the investable basket used to model BABO’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VWO | Emerging Markets | 89.3% |
| SLV | Alternatives · Silver | 10.7% |